-36.0%
ROL vs PPG
+5.2%
-41.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | -1.4% | -1.5% | +0.1% | -1.2% |
| 30D | -4.1% | -5.0% | +0.9% | -3.4% |
| 3M | -22.5% | +1.1% | -23.6% | -22.6% |
| 6M | -37.7% | -3.2% | -34.5% | -37.5% |
| YTD | -39.6% | +11.9% | -51.4% | -42.0% |
| 1Y | -36.0% | +5.3% | -41.3% | -36.0% |
| All | -36.0% | +5.2% | -41.2% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling